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NIST Linear Regressions Results

Success or failure is measured by computing how closely (i.e. to how many significant digits) the estimated coefficients, standard errors, standard error of estimate, and R-squared produced by the statistical program match the actual certified values.

Results

RATS performs very well on the Linear Regression tests. The only program where the RATS results do not match the certified results closely is the FILIP data set, where RATS flags the regression as suffering from perfect multicollinearity, as indicated by the results of zero for both the last two coefficients and corresponding standard errors.

Program Coeffs Std. Err. S.E.E. R-sqr
FILIP 0.00 0.00 0.00 2.49
LINE_TO1 14.72 15.68 15.06 15.65
LINE_TO2 15.52 14.78 14.98 15.65
LONGLEY 7.20 8.33 10.43 12.47
NORRIS11 12.15 14.02 14.15 15.48
PONTIUS 11.38 13.30 13.24 15.95
WAMPLER1* 6.85 NA NA exact
WAMPLER2* 9.32 NA NA exact
WAMPLER3 6.85 10.71 14.08 15.95
WAMPLER4 6.85 10.71 14.87 15.94
WAMPLER5 6.85 10.71 14.85 13.44


* NA's indicated that the certified value is exactly zero, and it is not clear how to compute a significant digits result for this case. (RATS does match the zero result to at least 4 decimal places for WAMPLER1, at least 9 places for WAMPLER2.)

The programs, data files, and output files are available in the following Zip file: RatsLinear.Zip


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This file was last modified on 11/12/07


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